Senior Analyst – Global Quantitative Research
| Company | Intercontinental Exchange |
|---|---|
| Location | Atlanta, GA, USA |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Master’s, PhD |
| Experience Level | Senior |
Requirements
- PhD or MSc in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field
- Strong mathematical knowledge of financial derivatives pricing and risk management models
- Excellent quantitative, analytical and problem solving skills with solid knowledge of statistics, particularly time series analysis
- Strong C++ and Python required
- Capable of working under pressure within a diverse team to accommodate tight deadlines
- Great attention to detail with ability to work independently and also as part of a team
- Capable to articulate complex concepts to senior management on a regular basis
Responsibilities
- Drive clearing house margin, stress and collateral management models R&D
- Define business requirements and specifications for model upgrades and enhancements
- Perform risk analysis and develop risk solutions for new products across all asset classes
- Model specific risks such as concentration charges and wrong way risk
- Contribute strongly to ‘hands-on’ and ad-hoc requests for development and solutions in time-critical situations
- Document and present risk models and risk reports for clearing members, regulators, risk committees and boards
- Interact with risk departments to provide support for existing clearing house quantitative models
- Interact with technology groups for production implementation design
Preferred Qualifications
- 2+ years of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models preferred